+38.2%
REGN vs MOS
-11.3%
+49.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +5.7% | -2.0% | +7.6% | +5.7% |
| 30D | +22.8% | +15.3% | +7.4% | +22.0% |
| 3M | +18.7% | +1.5% | +17.2% | +19.4% |
| 6M | +33.1% | -2.0% | +35.1% | +33.8% |
| YTD | +24.3% | -6.5% | +30.8% | +25.0% |
| 1Y | +38.2% | -11.1% | +49.2% | +38.7% |
| All | +38.2% | -11.3% | +49.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling